Minimum variance quadratic unbiased estimators as a tool to identify compound normal distributions

DOI10.1016/S0377-0427(98)00228-3zbMath0939.62066OpenAlexW2004523963WikidataQ126324572 ScholiaQ126324572MaRDI QIDQ1300770

Jean-Daniel Rolle

Publication date: 3 July 2000

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(98)00228-3

zbMATH Keywords

error components modelnormal linear regressioncompound normal distributionsquadratic estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations

Cites Work

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• Optimization of functions of matrices with an application in statistics
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Fast Very Robust Methods for the Detection of Multiple Outliers
• Best Nonnegative Invariant Partially Orthogonal Quadratic Estimation in Normal Regression

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